I have not heard any of them,but I have Once and Dark Passion Play on DVD -A and I like them both.Also have Live on SACD,but don't like it as much as the other two.
I'm a fan of Nightwish (with Tarja Turunen on vocal) and if you like symphonic metal, then you should buy them all! I mean it, they all that good. But if you ask me to choose only one, then get Wishmaster!
Need to listen to Wishmaster more tbh, and the Anette albums too are pretty decent. And Endless Forms Most Beautiful ain't too shabby either. Love Floor Jansen - she's been tackling Tarja's material quite admirably if I do say so myself.